Okay, attention please! Everyone! Well, at least everyone leaving soon who has not yet gotten the DME luggage tags....
Please, sit down. Now, sit back. Take a deep breath. Count to five slloooowwwwllly... Exhale. Repeat.
Okay, everybody calmed down? Good.
There is nothing to panic about. If you happen not to get your DME tags in time, don't worry. Disney has procedures in place.
In all cases, you simply check your luggage in at your home airport as usual.
If you got the tags, no problem. Attach one around the handle of each checked bag (before checking, of course) per the included instructions.
If you did not get your tag, you have two choices.
You can, of course, simply claim your luggage at MCO, bring it with you to the DME counter and then to the bus, and the driver will store it under the passenger compartment. She or he will then unload it at your resort, where you can either check it with Bell/Luggage Services right off the bat, or bring it with you to Registration - who knows, your room could be ready!
Or, you can proceed directly from your flight to the DME counter and tell them you didn't get the tags. The CM will either take your claim checks or write down the numbers (my preference, ymmv) and show you pictures of luggage so you can identify yours. The BAGS people will pull your luggage and transport it to your resort, where it will magically appear in your room within a few hours after you check in - just like the luggage of the Guests who did get the tags.